rejection sampling
English
Noun
rejection sampling (usually uncountable, plural rejection samplings)
- (computational statistics, numerical analysis) A technique used to generate observations from a distribution by repeatedly sampling an approximation function that bounds the distribution everywhere from above and rejecting the samples based on the quotient of the two functions at the sample's location.
This article is issued from Wiktionary. The text is licensed under Creative Commons - Attribution - Sharealike. Additional terms may apply for the media files.